Connecticut’s official nickname is the “Constitution State”. 

“Connecticut was designated the Constitution State by the General Assembly in 1959. As early as the 19th Century, John Fiske, a popular historian from Connecticut made the claim that the Fundamental Orders of 1638 and 1639 were the first written constitution in history. 
Some contemporary historians dispute Fiske’s analysis. However, Simeon E. Baldwin, a former Chief Justice of the Connecticut Supreme Court, defended Fiske’s view of the Fundamental Orders in Osborn’s History of Connecticut in Monographic Form by stating that ‘never had a company of men deliberately met to frame a social compact for immediate use, constituting a new and independent commonwealth, with definite officers, executive and legislative, and prescribed rules and modes of government, until the first planters of Connecticut came together for their great work on January 14th, 1638-39.’

- Connecticut State Register and Manual (1998), p. 832.

Connecticut is also nicknamed the “Nutmeg State”. 

”The sobriquet, the Nutmeg State, is applied to Connecticut because its early inhabitants had the reputation of being so ingenious and shrewd that they were able to make and sell wooden nutmegs. Sam Slick (Judge Halliburton) seems to be the originator of this story. Some claim that wooden nutmegs were actually sold, but they do not give either the time or the place.”

- George Earlie Shankle, State Names, Flags, Seals, Songs, Birds, Flowers, and Other Symbols (New York: H.W. Wilson Company, 1941)

Yankee peddlers from Connecticut sold nutmegs, and an alternative story is that:

“Unknowing buyers may have failed to grate nutmegs, thinking they had to be cracked like a walnut. Nutmegs are wood, and bounce when struck. If southern customers did not grate them, they may very well have accused the Yankees of selling useless “wooden” nutmegs, unaware that they wear down to a pungent powder to season pies and breads.” 

- Elizabeth Abbe, Librarian, the Connecticut Historical Society; Connecticut Magazine, April 1980

During the Revolutionary War, Connecticut supplied most of the food and cannons for the Continental forces.

“Perhaps the best indication of Connecticut’s pre-eminent position as a supply state is found in Washington’s very frequent appeals to Trumbull for help in provisions.”
- Albert E. Van Dusen, Connecticut (New York: Random House, 1961), p. 159.

Another good source for information on how Connecticut got this nickname is Connecticut: the Provisions State by Chester M. Destler (Connecticut Bicentennial Series; no. 5. Chester, CT: Pequot Press, 1973).

A Dictionary of Americanisms on Historical Principles defines “Land of Steady Habits” as “Connecticut, applied in allusion to the strict morals of its inhabitants.”

- A Dictionary of Americanisms on Historical Principles, edited by Mitford M. Mathews (Chicago: University of Chicago Press, 1951), p. 954.